Excel::Writer::XLSX isn't thread-safe, so I'd tackle the problem this way:

#! perl -slw
use strict;
use threads;
use Thread::Queue;
use Excel::Writer::XLSX;;

sub worker {
    my( $Q, $region, $sql ) = @_;
    my $wb = Excel::Writer::XLSX->new("$region.xlsx");
    $wb->set_properties( title    => 'Node List', author   => 'L_WC de
+mo', comments => 'Node List' );
    $wb->set_optimization();
    my $fmt = $wb->add_format( bg_color => 44 ); $fmt->set_align('cent
+er');
    my $ws = $wb->add_worksheet( $region );
    my $row = 0;
    while( $Q->dequeue ) {
        $ws->write( $row++, 0, $_ );
    }
    $wb->close;
}
 my @nodeList = ( ['AMS', 'a'], ['APJ', 'ap'], ['EMEA', 'e'] );


my @Qs = map Thread::Queue->new, 1 .. 3;
my @threads = map threads->new( \&worker, $Qs[ $_ ], @{ $nodeList[ $_ 
+] } ), 0 .. 2;

for( 1 .. 1e6 ) {
    my $sheet = int( rand 3 );
    $Qs[ $sheet ]->enqueue( $nodeList[ $sheet ][1] . $_ );
}
$Qs[ $_ ]->enqueue( undef ) for 0 .. 2;

$_->join for @threads;
[download]

That writes 1 million items split between 3 workbooks in around 1 minute. Once the 3 files are produced, it should be simple to merge the single sheets from the 3 zipfiles into one workbook by using Excel itself. (I don't have Excel, so I couldn't test that hypothesis.)

Nice++ BrowserUk. Closing Excel::Writer::XLSX is time consuming. Your demonstration does that in parallel which is beneficial for millions of rows.